Anic Equity¶

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Total return since start: 0.62 %¶

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Equity now: -----------------------------> 49488.93 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45427.72 Kr¶

PnL: ---------------------------------------> 371.72 Kr¶

DD now: ---------------------------------> -6.836 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 13:04:15.275765'

Anic Portfolio¶

Today¶

Return: 1.26 %¶

This Week¶

Return: 0.377 %¶

Total portfolio value¶

Return including deposits: 62.014 %¶

Benchmark comparison TODAY¶

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.860000 1675.080000 206.080000 14.030000 1468.999998
Sedana Medical 93 5.430000 2708.160000 187.160000 7.420000 2521.000011
Orrön Energy 180 5.340000 2166.300000 123.300000 6.040000 2043.000000
Platzer Fastigheter Holding B 12 4.830000 1016.400000 55.400000 5.760000 960.999996
Atrium Ljungberg B 5 3.940000 990.000000 55.000000 5.880000 935.000000
JM 6 3.620000 909.600000 45.600000 5.280000 864.000000
Sagax B 4 3.410000 896.400000 42.400000 4.960000 854.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
Catena 2 3.780000 833.600000 41.600000 5.250000 792.000000
Hoist Finance 35 1.220000 1016.750000 36.750000 3.750000 980.000000
Hexatronic Group 12 2.630000 993.600000 26.600000 2.750000 966.999996
Bilia A 8 2.040000 918.400000 18.400000 2.040000 900.000000
BioGaia B 8 1.370000 947.200000 17.200000 1.850000 930.000000
Gränges 9 1.650000 943.200000 15.200000 1.640000 927.999999
HEXPOL B 9 -0.260000 1025.100000 4.100000 0.400000 1020.999996
Clas Ohlson B 12 0.120000 975.600000 2.600000 0.270000 972.999996
Biotage 7 0.070000 943.600000 2.600000 0.280000 940.999997
AcadeMedia 8 0.400000 402.400000 0.400000 0.100000 402.000000
EQT 4 0.390000 831.200000 -0.800000 -0.100000 832.000000
OX2 13 0.830000 948.350000 -1.650000 -0.170000 949.999999
Byggmax Group 33 0.000000 953.040000 -2.960000 -0.310000 956.000001
ASSA ABLOY B 3 -0.730000 770.100000 -8.900000 -1.140000 779.000001
Creaspac SPAC 39 0.210000 3705.000000 -13.000000 -0.350000 3717.999987
Alimak Group 11 -0.360000 914.100000 -13.900000 -1.500000 927.999996
Nordic Waterproofing Holding 7 0.450000 947.800000 -19.200000 -1.990000 966.999999
VEF 909 0.400000 1825.270000 -24.730000 -1.340000 1850.000436
SKF B 5 -2.490000 908.750000 -31.250000 -3.320000 940.000000
Vitec Software Group B 2 0.580000 1048.000000 -39.000000 -3.590000 1087.000000
Latour B 4 -0.050000 817.600000 -39.400000 -4.600000 857.000000
Addnode Group B 11 -2.320000 880.550000 -40.450000 -4.390000 921.000003
Indutrade 5 1.250000 1175.500000 -42.500000 -3.490000 1218.000000
Hexagon B 26 0.350000 3402.100000 -58.900000 -1.700000 3461.000010
INVISIO 16 0.670000 3624.000000 -65.000000 -1.760000 3689.000000
Bufab 3 -1.480000 1037.400000 -71.600000 -6.460000 1109.000001
BHG Group 97 1.570000 1376.430000 -82.570000 -5.660000 1458.999989
TOTAL 45422.580000 366.580000 -6.84589% 45056.000411

Updated:¶

'2023-07-04 13:03:24.085155'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶